+18.5%
ONDS vs ILMN
-38.9%
+57.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.5% | -3.1% |
| 7D | -4.2% | -3.9% | -0.3% | -2.6% |
| 30D | -21.7% | +6.9% | -28.6% | -24.1% |
| 3M | -24.5% | +28.1% | -52.6% | -33.0% |
| 6M | -25.0% | +65.0% | -90.0% | -40.7% |
| YTD | -25.3% | +56.3% | -81.6% | -40.3% |
| 1Y | +33.8% | +108.7% | -75.0% | -8.3% |
| 3Y | +699.3% | +33.1% | +666.3% | +541.7% |
| 5Y | -5.2% | -54.1% | +48.9% | +23.8% |
| All | +18.5% | -38.9% | +57.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling